Finnan’s contract with Portsmouth is set to expire this summer and the defender is not expected to be offered a new deal as Portsmouth are looking to reduce the wage bill.
Finnan said: “No one knows where the manager’s future lies.
“But he wanted to thank us all for the way we have stuck together and got to Wembley against all the odds.
“It has been such a difficult time for everyone at the club and the manager has had to deal with so many problems.
“Players were sold when he didn’t want them to go and he has had to deal with a lot of injuries and owners.
“It was nice to get together like that. I would imagine at least half of this club will be gone by next season.
“It doesn’t matter so much for the likes of myself. I’m 34. But it’s difficult for the younger lads. They need to sort out their futures as soon as possible.
“I am now out of contract and I don’t think that I’ll be at Portsmouth next season.”